-8.6%
WCN vs IONS
-8.4%
-0.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -1.7% | -8.7% | +6.9% | -1.3% |
| 30D | -3.0% | -1.6% | -1.4% | -3.0% |
| 3M | +2.5% | -24.9% | +27.4% | +4.0% |
| 6M | -5.7% | -25.7% | +20.0% | -4.4% |
| YTD | -7.4% | -29.2% | +21.7% | -5.7% |
| 1Y | -8.6% | -13.0% | +4.4% | -8.6% |
| All | -8.6% | -8.4% | -0.2% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling